+527.5%
AVAV vs ZBRA
+418.8%
+108.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.8% |
| 7D | +3.2% | +2.6% | +0.6% | +2.2% |
| 30D | -20.3% | -6.4% | -14.0% | -18.5% |
| 3M | -19.4% | +51.3% | -70.7% | -31.4% |
| 6M | -35.3% | +60.5% | -95.8% | -46.3% |
| YTD | -38.5% | +45.2% | -83.7% | -47.5% |
| 1Y | -37.2% | +12.3% | -49.5% | -41.6% |
| 3Y | +31.1% | +37.5% | -6.4% | +9.1% |
| 5Y | +41.0% | -39.2% | +80.2% | +50.7% |
| All | +527.5% | +418.8% | +108.7% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling